+24.7%
Z vs SBAC
+73.0%
-48.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -4.2% | +6.9% | -11.1% | -7.1% |
| 3M | -3.7% | -8.2% | +4.5% | -0.3% |
| 6M | -24.5% | -1.6% | -22.9% | -25.4% |
| YTD | -49.3% | -0.1% | -49.2% | -50.7% |
| 1Y | -58.7% | -0.5% | -58.2% | -59.8% |
| 3Y | -34.1% | -9.1% | -25.1% | -34.3% |
| 5Y | -64.5% | -43.8% | -20.8% | -55.8% |
| 10Y | -0.5% | +80.5% | -81.0% | -23.8% |
| All | +24.7% | +73.0% | -48.3% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling